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SMA - ROC mask

by bug man, 5358 days ago
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This is a single mask that applies a simple moving average and then a rate of change transformation on any indicator or time-series. This mask first smooth the indicator you provide by applying a moving average with a 30 period bar (this can be changed later) and then calculate the rate of change of this moving average (I used a 30 bar period, but this can also be changed later).

I have also included the same mask but with an optimizable version. The simple moving average and the rate of change parameters are optimizable, they both vary from 5 to 50 with a step of 5. The total number of combinations (rules) for a single indicator created by the optimizable version of this mask is ten.


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Type: Rules Mask

Object ID: 153


Country:
All

Market: All

Style:
Technical Analysis

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